Chair of Finance
The Chair is part of the Department of Finance, Accounting and Real Estate. The general focus of our research and teaching activities are investments, the empirical asset pricing and portfolio management. In our recent papers, we study return predictability of equities, new methods to test return predictability, the role of information on return predictability, and the use of big data to generate robustly predictable portfolio alphas. Our work appeared in top finance and physics journals and was also featured in top media outlets like the Wall Street Journal, the New York Times and Der Spiegel.
- Asset Pricing
- Investment Strategies
- Applied Game Theory
- Big Data and Computational Finance and Economics